+63.7%
SE vs CNC
-1.0%
+64.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | -20.9% | +1.6% | -22.5% | -21.0% |
| 3M | -38.9% | +7.9% | -46.8% | -39.2% |
| 6M | -19.4% | +21.2% | -40.6% | -20.3% |
| YTD | -40.9% | +73.2% | -114.1% | -42.4% |
| 1Y | -46.2% | +97.5% | -143.7% | -47.7% |
| 3Y | +63.7% | -1.2% | +64.9% | +59.6% |
| All | +63.7% | -1.0% | +64.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling